+135.8%
PAAS vs SN
+650.0%
-514.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.5% |
| 7D | -7.0% | +1.4% | -8.4% | -7.3% |
| 30D | -15.3% | +16.6% | -31.9% | -18.0% |
| 3M | -27.7% | +18.3% | -46.0% | -30.4% |
| 6M | -40.5% | +103.1% | -143.5% | -49.0% |
| YTD | -26.5% | +96.7% | -123.2% | -37.0% |
| 1Y | -0.8% | +134.3% | -135.1% | -17.8% |
| 3Y | +196.9% | +425.2% | -228.3% | +101.6% |
| All | +135.8% | +650.0% | -514.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling